+84.3%
DDOG vs EXE
+191.4%
-107.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -10.1% | -0.3% | -9.9% | -10.1% |
| 30D | -24.8% | +8.5% | -33.3% | -26.1% |
| 3M | -12.6% | +5.5% | -18.0% | -13.6% |
| 6M | +79.9% | -5.9% | +85.8% | +81.5% |
| YTD | +56.6% | -9.7% | +66.3% | +59.1% |
| 1Y | +61.6% | +3.6% | +58.0% | +59.5% |
| 3Y | +117.9% | +18.0% | +99.8% | +107.7% |
| 5Y | +54.2% | +109.4% | -55.2% | +39.6% |
| All | +84.3% | +191.4% | -107.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling